Convergence of discrete time option pricing models under stochastic interest rates
Year of publication: |
2000
|
---|---|
Authors: | Lesne, Jean-Philippe ; Prigent, Jean-Luc ; Scaillet, Olivier |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 4.2000, 1, p. 81-93
|
Subject: | Optionspreistheorie | Option pricing theory | Zins | Interest rate | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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